Anic Equity

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Total return since start: 0.58 %

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Equity now: -----------------------------> 48256.21 Kr

Max Equity ever reached: ------------> 53120.35 Kr

Portfolio value: --------------------------> 46559.59 Kr

PnL: ---------------------------------------> 202.59 Kr

DD now: ---------------------------------> -9.157 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-08-10 09:18:06.179319'

Anic Portfolio

Today

Return: 0.332 %

This Week

Return: 0.048 %

Total portfolio value

Return including deposits: 57.978 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
EnQuest PLC	2351	-0.160000	5915.120000	202.120000	3.540000	5713.000530
Investor B	27	0.980000	5822.550000	131.550000	2.310000	5691.000006
Vitec Software Group B	2	0.090000	1167.000000	80.000000	7.360000	1087.000000
Lindab International	35	0.690000	5638.500000	45.500000	0.810000	5593.000000
NP3 Fastigheter	32	1.420000	5699.200000	2.200000	0.040000	5697.000000
Volvo B	25	0.710000	5706.250000	-36.750000	-0.640000	5743.000000
Volvo A	24	0.520000	5616.000000	-43.000000	-0.760000	5659.000008
AQ Group	12	-0.690000	5208.000000	-55.000000	-1.050000	5262.999996
Tethys Oil	109	-0.380000	5785.720000	-125.280000	-2.120000	5911.000022
TOTAL			46558.340000	201.340000	-9.15918%	46357.000562

Updated:

'2023-08-10 09:17:44.280230'

None

Last optimization/rebalancing:

'2023-07-26'

Next optimization/rebalancing:

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.